Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) (Q2862998)
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scientific article; zbMATH DE number 6231166
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| English | Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) |
scientific article; zbMATH DE number 6231166 |
Statements
20 November 2013
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infinitely divisible cascades
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fractional Brownian motion
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multifractal random walks
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scaling properties
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Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) (English)
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0.7804283499717712
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0.7761399149894714
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0.7630471587181091
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0.75682133436203
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0.7383612990379333
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